Research classified by Journal of Economic Literature (JEL) codes

1. Nowcasting
2. Bayesian Vector autoregressions (BVARs)
3. Dynamic Factor Models

2025

• Hanming Fang & Ming Li & Guangli Lu, 2025, "Decoding China's Industrial Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 33814, May.
• Yuya Sasaki & Ariell Zimran, 2025, "Using Discrepancies to Correct for False Matches in Historical Linked Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 33881, May.
• Emily Aiken & Anik Ashraf & Joshua Blumenstock & Raymond Guiteras & Ahmed Mushfiq Mobarak, 2025, "Scalable Targeting of Social Protection: When Do Algorithms Out-Perform Surveys and Community Knowledge?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33919, Jun.
• Steven J. Davis & Stephen Hansen & Cristhian Seminario-Amez, 2025, "Macro Shocks and Firm-Level Response Heterogeneity," NBER Working Papers, National Bureau of Economic Research, Inc, number 33929, Jun.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025, "Optimal Estimation of Two-Way Effects under Limited Mobility," NBER Working Papers, National Bureau of Economic Research, Inc, number 34014, Jul.
• Alberto Cavallo & Gaston Garcia Zavaleta, 2025, "Turning Points in Inflation: A Structural Breaks Approach with Micro Data," NBER Working Papers, National Bureau of Economic Research, Inc, number 34102, Aug.
• Junting Duan & Markus Pelger, 2025, "Imputation-Powered Inference for Missing Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 34535, Dec.
• Leonidas Aristodemou & Silvia Appelt & Brigitte van Beuzekom & Fernando Galindo-Rueda, 2025, "Assessing the relevance of R&D funding towards societal goals: Insights from new data sources and AI-assisted methods," OECD Science, Technology and Industry Working Papers, OECD Publishing, number 2025/25, Nov, DOI: 10.1787/bafcdc7b-en.
• Xuzhu ZHENG & Masato UBUKATA & Kosuke OYA, 2025, "Examining Volatility Roughness in the Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 25-17, Nov.
• Konstantin Boss & Andre Groeger & Tobias Heidland & Finja Krueger & Conghan Zheng, 2025, "Forecasting bilateral asylum seeker flows with high-dimensional data and machine learning techniques," Journal of Economic Geography, Oxford University Press, volume 25, issue 1, pages 3-19.
• Tom Broekel, 2025, "Feeling the heartbeat of regions: local news and economic sentiments," Journal of Economic Geography, Oxford University Press, volume 25, issue 6, pages 937-976.
• Álvaro Cartea & Samuel N Cohen & Robert Graumans & Saad Labyad & Leandro Sánchez-Betancourt & Leon van Veldhuijzen, 2025, "Statistical Predictions of Trading Strategies in Electronic Markets," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 31-53.
• Simon T Bodilsen, 2025, "Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 384-399.
• Svetlana Bryzgalova & Sven Lerner & Martin Lettau & Markus Pelger, 2025, "Missing Financial Data," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 803-882.
• Hanming Fang & Ming Li & Guangli Lu, 2025, "Decoding China’s Industrial Policies," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-012, May.
• Xu Cheng & Sheng Chao Ho & Frank Schorfheide, 2025, "Optimal Estimation of Two-Way Effects under Limited Mobility," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 25-013, Jun.
• Tseng, Yen-hsuan, 2025, "Recovering Unobserved Network Links from Aggregated Relational Data: Discussions on Bayesian Latent Surface Modeling and Penalized Regression," MPRA Paper, University Library of Munich, Germany, number 123164, Jan.
• Chen, Jia & Cui, Guowei & Sarafidis, Vasilis & Yamagata, Takashi, 2025, "IV Estimation of Heterogeneous Spatial Dynamic Panel Models with Interactive Effects," MPRA Paper, University Library of Munich, Germany, number 123497, Jan.
• Beck, Krzysztof & Wyszyński, Mateusz & Dubel, Marcin, 2025, "Bayesian dynamic systems modelling. Bayesian model averaging for dynamic panels with weakly exogenous regressors," MPRA Paper, University Library of Munich, Germany, number 124689, May.
• Magaletti, Nicola & Notarnicola, Valeria & di Molfetta, Mauro & Leogrande, Angelo, 2025, "Decarbonizing the Building Sector: The Integrated Role of ESG Indicators," MPRA Paper, University Library of Munich, Germany, number 125068, Jun.
• Aslanidis, Nektarios & Bariviera, Aurelio & Kapetanios, George & Sarafidis, Vasilis, 2025, "Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach," MPRA Paper, University Library of Munich, Germany, number 125124, Jun.
• Mir, Zulfiqar Ali, 2025, "Penalized regression methods for exchange rate forecasting: evidence from the U.S. dollar index," MPRA Paper, University Library of Munich, Germany, number 125996, Sep.
• Filkoski, Vasil & Tevdovski, Dragan, 2025, "Can We Measure from the Bottom Up? Constructing an Index of Gas Station Infrastructure to Identify Regional Economic Development," MPRA Paper, University Library of Munich, Germany, number 126108, Sep.
• Kyriakopoulou, Dimitra, 2025, "A Shrinkage Factor-Augmented VAR for High-Dimensional Macro–Fiscal Dynamics," MPRA Paper, University Library of Munich, Germany, number 127158, Dec.
• Kyriakopoulou, Dimitra, 2025, "A Shrinkage Factor-Augmented VAR for High-Dimensional Macro–Fiscal Dynamics," MPRA Paper, University Library of Munich, Germany, number 129519, Dec.
• Katja Neugebauer & Fernando Cascão, 2025, "Determinants of Residential Property Prices in Portugal: A Nonparametric Quantile Approach," Working Papers, Banco de Portugal, Economics and Research Department, number w202506.
• Yating Ru & Elizabeth Tennant & David Matteson & Christopher Barrett, 2025, "Spatial Heterogeneity in Machine Learning-Based Poverty Mapping: Where Do Models Underperform?," ADB Economics Working Paper Series, Asian Development Bank, number 798, Sep.
• Madhavi Pundit & Immanuel Sin & Paolo Magnata & R. Duncan McIntosh & Priscille Villanueva, 2025, "Quantifying the Impact of Typhoon Phanfone on Philippine Port Activity Using Automatic Identification System Data," ADB Economics Working Paper Series, Asian Development Bank, number 817, Nov.
• Hwanoong Lee & Kahyun Lee, 2025, "ESG, Economy, and Fertility: A Machine Learning Analysis of APEC Economy," APEC Study Series, Korea Institute for International Economic Policy, number 25-2, Dec.
• Rodger Campos, 2025, "Índice de Preços para Imóveis Corporativos em São Paulo: Uma Análise Comparativa com Regressão Linear e Random Forest," TD NEREUS, Núcleo de Economia Regional e Urbana da Universidade de São Paulo (NEREUS), number 15-2025.
• Mauricio Mora Barrenechea, 2025, "Forecasting Inflation in Times of Stability and Crisis: A Machine Learning Approach," Revista Latinoamericana de Desarrollo Economico, Carrera de Economía de la Universidad Católica Boliviana (UCB), volume 23, issue 44, pages 65-107, DOI: 10.35319/lajed.202544578.
• Srishti Saxena & Manju Singh & Gyanendra Singh Sisodia, 2025, "Harnessing Dynamic Capabilities: Analyzing the Income Disruption in Agribusiness with the Cox PH Model," SAGE Open, , volume 15, issue 2, pages 21582440251, May, DOI: 10.1177/21582440251337821.
• Karolina Magdalena Konopczak & Aleksander Pawlak, 2025, "Transfer zysku z gospodarki polskiej – skala i skutki fiskalne," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 68-87.
• Robert Dyrcz & Artur Holda, 2025, "Wykorzystanie branzowego wskaznika ryzyka kredytu kupieckiego w polskich realiach gospodarczych w latach 2013–2023," Research Reports, University of Warsaw, Faculty of Management, volume 2, issue 43, pages 94-120, DOI: 10.7172/1733-9758.2025.43.7.
• Andres Jerson Millan Lopez & Hiram Abel Angel Lara, 2025, "Analysis of Inter- and Intra-Municipal Population Mobility Using Nighttime Lights (DMSP/OLS and NPP/VIIRS): Methodological Application to the Case of Hurricane Otis in Guerrero," Sobre México. Revista de Economía, Sobre México. Temas en economía, volume 1, issue 11, pages 131-157.
• Raphael Corbi & Alan Funtowicz, 2025, "Emotional Rhetoric and Political Competition Under Authoritarian Regimes: Evidence from Brazilian Congressional Speeches," Working Papers, Department of Economics, University of São Paulo (FEA-USP), number 2025_11, Aug.
• Carlos Cañizares Martínez & Arne Gieseck, 2025, "The effects of macro uncertainty shocks in the euro area: a FAVAR approach," Empirical Economics, Springer, volume 68, issue 6, pages 2829-2872, June, DOI: 10.1007/s00181-025-02717-0.
• Hong Lee & Joseph R. Mason, 2025, "Appraisal quality and loan characteristics: evidence from Newcomb–Benford Law," Empirical Economics, Springer, volume 69, issue 6, pages 3721-3758, December, DOI: 10.1007/s00181-025-02814-0.
• Chee Kian Leong & Lefan Liu, 2025, "Smoking damages your wages, but heavy drinking aggravates the damages," Empirical Economics, Springer, volume 69, issue 6, pages 4033-4055, December, DOI: 10.1007/s00181-025-02835-9.
• Yasuhiro Hara, 2025, "Dynamic relationship between information dissemination by local governors and mobility during the COVID-19 pandemic," Empirical Economics, Springer, volume 69, issue 6, pages 3759-3845, December, DOI: 10.1007/s00181-025-02840-y.
• Wen Long & Man Guo, 2025, "Social media and capital markets: an interdisciplinary bibliometric analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-32, December, DOI: 10.1186/s40854-024-00731-2.
• Yeonchan Kang & Doojin Ryu & Robert I. Webb, 2025, "How well do machine learning models in finance work?," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-30, December, DOI: 10.1186/s40854-025-00870-0.
• Arun Podayan & B Charumathi, 2025, "Corporate social capital disclosure in integrated reports: a structural topic modelling approach," Future Business Journal, Springer, volume 11, issue 1, pages 1-31, December, DOI: 10.1186/s43093-025-00627-2.
• Yaroslav Yurchyshyn & Iryna Parasii-Verhunenko & Kostiantyn Bezverkhyi & Nataliia Semenyshena & Liliia Kharchevnikova, 2025, "Econometric modelling and forecasting of the impact of external factors on trading enterprise activities: an empirical study of Ukraine," Future Business Journal, Springer, volume 11, issue 1, pages 1-17, December, DOI: 10.1186/s43093-025-00684-7.
• C Balaganesh & R K Amit & R P Sundarraj, 2025, "Beyond Trial and Error: A Search Strategy to Discover Technological Complementarities," International Journal of Global Business and Competitiveness, Springer, volume 20, issue 1, pages 27-41, December, DOI: 10.1007/s42943-025-00127-8.
• Marta Crispino & Vincenzo Mariani, 2025, "A Tool to Nowcast Tourist Overnight Stays with Payment Data and Complementary Indicators," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), volume 11, issue 1, pages 285-312, March, DOI: 10.1007/s40797-024-00266-6.
• Julia Ladeira Ferreira & Pedro L. Valls Pereira, 2025, "Transmuting Unequally Spaced Data," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), volume 21, issue 1, pages 25-48, November, DOI: 10.1007/s41549-025-00108-z.
• Nahed T. Zeini & Pakinam Mahmoud Fikry, 2025, "Leveraging machine learning and resampling techniques to analyze contributing factors to child labor in Egypt," Journal of Computational Social Science, Springer, volume 8, issue 4, pages 1-38, November, DOI: 10.1007/s42001-025-00424-5.
• Talita Greyling & Stephanié Rossouw, 2025, "Development and Validation of a Real-Time Happiness Index Using Google Trends™," Journal of Happiness Studies, Springer, volume 26, issue 3, pages 1-24, March, DOI: 10.1007/s10902-025-00881-9.
• Anthony Strittmatter & Conny Wunsch, 2025, "Labor market sorting and the gender pay gap revisited," Journal of Population Economics, Springer;European Society for Population Economics, volume 38, issue 3, pages 1-41, September, DOI: 10.1007/s00148-025-01115-1.
• Maria Nosova & Nikolay Tyukavkin, 2025, "Justice and Efficiency: Economic Development Criteria," Springer Proceedings in Business and Economics, Springer, in: Evgeny Kuzmin & Geoffrey M. Hodgson & Laura Bravi & Yuliya Lavrikova, "Searching for Developmental Alternatives in Economic Theory", DOI: 10.1007/978-3-031-91159-0_7.
• Marie-Catherine Bieri, 2025, "Assessing economic sentiment with newspaper text indices: evidence from Switzerland," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, volume 161, issue 1, pages 1-60, December, DOI: 10.1186/s41937-025-00139-4.
• Coulibaly Mamadou & Kouakou Auguste Konan, 2025, "Money transfer and monetary well-being of beneficiaries: what is the role of mobile money in the fight against poverty in Côte d’Ivoire?," SN Business & Economics, Springer, volume 5, issue 11, pages 1-21, November, DOI: 10.1007/s43546-025-00936-2.
• Denisa Banulescu-Radu & Yannick Kougblenou, 2025, "Data Science for Insurance Fraud Detection: A Review," Springer Books, Springer, in: Georges Dionne, "Handbook of Insurance", DOI: 10.1007/978-3-031-69561-2_15.
• Mahdi Ghodsi & Michael Landesmann & Nina Vujanović, 2025, "Can multinational subsidiaries withstand growing trade barriers?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), volume 161, issue 4, pages 1307-1375, November, DOI: 10.1007/s10290-025-00585-5.
• Kateryna Hazdiuk & Yuliana Bilak & Liliia Shumyliak & LuboÅ¡ Cibák, 2025, "An experimental analysis of artificial intelligence (AI) use for traffic monitoring in urban environments," Insights into Regional Development, VsI Entrepreneurship and Sustainability Center, volume 7, issue 4, pages 231-250, December, DOI: 10.70132/n2454482348.
• Barson, Zynobia & Ahadzie, Richard Mawulawoe & Daugaard, Dan & Vespignani, Joaquin, 2025, "A Systematic Literature Review of Asset Pricing: Insights from AI and Big Data," Working Papers, University of Tasmania, Tasmanian School of Business and Economics, number 2025-03.
• Mehmet Selman Colak & Abdullah Kazdal & Unal Seven & Muhammed Hasan Yilmaz, 2025, "Market Concentration and Firm Markups: Micro Evidence from an Emerging Market with Inflationary Pressures," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2501.
• Kubra Bolukbas & Ertan Tok, 2025, "Machine Learning Applications in Credit Risk Prediction," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2508.
• Yusuf Emre Akgunduz & Gokce Karasoy Can & Elif Ozcan Tok, 2026, "Digital Renaissance Amidst Crisis: Impact of Digitalization on Firm Performance during the Pandemic," Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, number 2602.
• Mirko Armillotta & Paolo Gorgi & André Lucas, 2025, "Copula tensor count autoregressions for modeling multidimensional integer-valued time series," Tinbergen Institute Discussion Papers, Tinbergen Institute, number 25-004/III, Feb.
• Nicolas DEBARSY & Julie LE GALLO, 2025, "Econométrie des données spatiales : enjeux d’identification et perspectives," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, volume 62, pages 245-251.
• Bonhomme, Stéphane & Jochmans, Koen & Weidner, Martin, 2025, "A Neyman-Orthogonalization Approach to The Incidental Parameter Problem," TSE Working Papers, Toulouse School of Economics (TSE), number 25-1614, Jan.
• Tae-Hwy Lee & Daanish Padha, 2025, "Forecasting Using Supervised Factors and Idiosyncratic Elements," Working Papers, University of California at Riverside, Department of Economics, number 202502, Jan.
• Tae-Hwy Lee & Ekaterina Seregina, 2025, "Combining Forecasts under Structural Breaks Using Graphical LASSO," Working Papers, University of California at Riverside, Department of Economics, number 202507, May.
• Suproń Błażej, 2025, "Environmental pollution and economic growth in the European Union countries: A systematic literature review," Economics and Business Review, Paradigm, volume 11, issue 1, pages 7-30, DOI: 10.18559/ebr.2025.1.1777.
• Neagu Dan Claudiu, 2025, "Bertweetro: Pre-Trained Language Models for Romanian Social Media Content," Studia Universitatis Babeș-Bolyai Oeconomica, Paradigm, volume 70, issue 1, pages 83-111, DOI: 10.2478/subboec-2025-0005.
• Yufei Sun, 2025, "A survey of statistical arbitrage pair trading with machine learning, deep learning, and reinforcement learning methods," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2025-22.
• Simon Tranberg Bodilsen & Asger Lunde, 2025, "Exploiting News Analytics for Volatility Forecasting," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 1, pages 18-36, January, DOI: 10.1002/jae.3095.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2025, "Model Averaging and Double Machine Learning," Journal of Applied Econometrics, John Wiley & Sons, Ltd., volume 40, issue 3, pages 249-269, April, DOI: 10.1002/jae.3103.
• Maximilian Rücker & Michael Vogt & Oliver Linton & Christopher Walsh, 2025, "Estimation and inference in high‐dimensional panel data models with interactive fixed effects," Quantitative Economics, Econometric Society, volume 16, issue 4, pages 1457-1509, November, DOI: 10.3982/QE2308.
• Kian Guan Lim, 2025, "Machine Learning in Business Finance using Python," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 14271, ISBN: ARRAY(0x53c26608).
• Benchimol, Jonathan & Kazinnik, Sophia & Saadon, Yossi, 2025, "Federal Reserve communication and the COVID‐19 pandemic," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, volume 93, issue 5, pages 464-484.
• Intraligi, Valerio & Biagetti, Marco & Principi, Andrea, 2025, "Are older workers more likely to exit employment following unexpected heat waves?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 318649, DOI: 10.2139/ssrn.5280324.
• Janda, Karel & Rozsahegyi, Marketa & Quang Van Tran & Zhang, Binyi, 2025, "The Impact of Machine Learning Derived Green Bonds Sentiment on Performance of Green Bond Portfolio," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 335550.
• Janda, Karel & Rozsahegyi, Marketa & Quang Van Tran & Zhang, Binyi, 2025, "Using Natural Language Processing to Identify Sentiment of Green Investors," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 335572.
• Rossouw, Stephanié & Greyling, Talita, 2025, "Experienced well-being and compliance behaviour: new applications of Quality of Life theories, using AI and real-time data," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1612.
• Greyling, Talita & Rossouw, Stephanie & Burger, Martijn J., 2025, "Cheerful Discontent: Understanding the Well-being Paradox in Sub-Saharan Africa," GLO Discussion Paper Series, Global Labor Organization (GLO), number 1688.
• Bürger, Lucas & Dulgeridis, Marcel & Schubart, Constantin, 2025, "Toxizitätsmetriken als Steuerungsinstrument im Community-Management: Datenbasierte Erkenntnisse aus dem Gaming-Bereich," IU Discussion Papers - Business & Management, IU International University of Applied Sciences, number 9 (September 2025), DOI: 10.56250/4076.
• Schmidt, Tobias & Lange, Kai-Robin & Reccius, Matthias & Müller, Henrik & Roos, Michael W. M. & Jentsch, Carsten, 2025, "Identifying economic narratives in large text corpora: An integrated approach using large language models," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1163, DOI: 10.4419/96973348.
• Benner, Niklas & Blagov, Boris & Dirks, Maximilian W., 2025, "Measuring political instability at a high frequency," Ruhr Economic Papers, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen, number 1186, DOI: 10.4419/96973371.
• Breithaupt, Patrick & Gottschalk, Sandra, 2025, "Disclosure risk for firms in combined firm-datasets," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 25-036.

2024

• Hyeongwoo Kim & Jisoo Son, 2024, "What Charge-Off Rates Are Predictable by Macroeconomic Latent Factors?," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2024-01, Feb.
• Sarthak Behera & Hyeongwoo Kim & Soohyon Kim, 2024, "Predictive Power of U.S. Macroeconomic Factors for the Dollar/Won Real Exchange Rate," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2024-02, Feb.
• Harriague Maria Marcela & Donadoni Ana Clara, 2024, "Un análisis exploratorio de la elección del tipo de gestión educativa de nivel secundario en Argentina con machine learnig," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4738, Nov.
• Alexey A. Mironenkov & Alexey N. Kurbatskii & Marina V. Mironenkova, 2024, "The Quality-of-Life Measurement with a Stochastic Choice of Parameters of the Weighted Principal Component," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 23, issue 1, pages 82-109, DOI: https://doi.org/10.15826/vestnik.20.
• Algieri, Bernardina & Iania, Leonardo & Leccadito, Arturo, 2024, "Looking ahead: Forecasting total energy carbon dioxide emissions," LIDAM Reprints LFIN, Université catholique de Louvain, Louvain Finance (LFIN), number 2024007, Jan, DOI: https://doi.org/10.1016/j.cesys.202.
• Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024, "Informational Boundaries of the State," ECONtribute Discussion Papers Series, University of Bonn and University of Cologne, Germany, number 282, Mar.
• Simon D Angus & Lachlan O'Neill, 2024, "Paired completion: quantifying issue-framing at scale with LLMs," SoDa Laboratories Working Paper Series, Monash University, number 2024-02, Jun.
• Achim Ahrens & Christian B. Hansen & Mark E. Schaffer & Thomas Wiemann, 2024, "Model Averaging and Double Machine Learning," Papers, arXiv.org, number 2401.01645, Jan, revised Sep 2024.
• Chenlei Leng & Degui Li & Hanlin Shang & Yingcun Xia, 2024, "Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures," Papers, arXiv.org, number 2401.05784, Jan, revised Jan 2024.
• M. Hashem Pesaran & Ron P. Smith, 2024, "High-dimensional forecasting with known knowns and known unknowns," Papers, arXiv.org, number 2401.14582, Jan, revised Apr 2024.
• Aristide Houndetoungan & Abdoul Haki Maoude, 2024, "Inference for Two-Stage Extremum Estimators," Papers, arXiv.org, number 2402.05030, Feb, revised Nov 2024.
• Christian M{o}ller Dahl & Torben Johansen & Christian Vedel, 2024, "Breaking the HISCO Barrier: Automatic Occupational Standardization with OccCANINE," Papers, arXiv.org, number 2402.13604, Feb, revised Feb 2026.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024, "Inference for Regression with Variables Generated by AI or Machine Learning," Papers, arXiv.org, number 2402.15585, Feb, revised Apr 2025.
• Daniele Ballinari, 2024, "Calibrating doubly-robust estimators with unbalanced treatment assignment," Papers, arXiv.org, number 2403.01585, Mar, revised Jun 2024.
• Adam Korniejczuk & Robert 'Slepaczuk, 2024, "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Papers, arXiv.org, number 2406.10695, Jun.
• Zuzanna Kostecka & Robert 'Slepaczuk, 2024, "Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data," Papers, arXiv.org, number 2406.17308, Jun.
• Natalia Roszyk & Robert 'Slepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers, arXiv.org, number 2407.16780, Jul.
• Nan Liu & Yanbo Liu & Yuya Sasaki, 2024, "Estimation and Inference for Causal Functions with Multiway Clustered Data," Papers, arXiv.org, number 2409.06654, Sep.
• Zhan Gao & Ji Hyung Lee & Ziwei Mei & Zhentao Shi, 2024, "LASSO Inference for High Dimensional Predictive Regressions," Papers, arXiv.org, number 2409.10030, Sep, revised Apr 2026.
• St'ephane Bonhomme & Koen Jochmans & Martin Weidner, 2024, "A Neyman-Orthogonalization Approach to the Incidental Parameter Problem," Papers, arXiv.org, number 2412.10304, Dec, revised Feb 2026.
• Laura Battaglia & Timothy M. Christensen & Stephen Hansen & Szymon Sacher, 2024, "Inference for regression with variables generated from unstructured data," CeMMAP working papers, Institute for Fiscal Studies, number 10/24, May, DOI: 10.47004/wp.cem.2024.1024.
• Aifer Baimukhametova & Madina Tulegenova & Zhansaya Temerbulatova & Dinara Rakhmatullayeva, 2024, "Transformation of Innovative Business Models through the Digitalization of the Economic Space," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 48-60.
• Prachi Mishra & Alvaro Ortiz & Antonio Spilimbergo & Tomasa Rodrigo & Sirenia Vázquez, 2024, "España | El comercio electrónico: un \"clic\" no es igual para todos
  [Spain | E-commerce: One \"Click\" does not fit all]," Working Papers, BBVA Bank, Economic Research Department, number 24/08, May.
• Ajit Desai & Anneke Kosse & Jacob Sharples, 2024, "Finding a Needle in a Haystack: A Machine Learning Framework for Anomaly Detection in Payment Systems," Staff Working Papers, Bank of Canada, number 24-15, May, DOI: 10.34989/swp-2024-15.
• Thibaut Duprey & Artur Kotlicki & Daniel E. Rigobon & Philip Schnattinger, 2024, "Bouncing Back: How Mothballing Curbs Prices," Staff Working Papers, Bank of Canada, number 24-51, Dec, DOI: 10.34989/swp-2024-51.
• Andres Alonso-Robisco & Jose Manuel Carbo & Emily Kormanyos & Elena Triebskorn, 2024, "Houston, we have a problem: can satellite information bridge the climate-related data gap?," Occasional Papers, Banco de España, number 2428, Aug, DOI: https://doi.org/10.53479/37572.
• Francesco Braggiotti & Nicola Chiarini & Giulio Dondi & Luciano Lavecchia & Valeria Lionetti & Juri Marcucci & Riccardo Russo, 2024, "Predicting buildings' EPC in Italy: a machine learning based-approach," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 850, Jun.
• Donato Ceci & Orest Prifti & Andrea Silvestrini, 2024, "Nowcasting Italian GDP growth: a Factor MIDAS approach," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1446, Mar.
• Marco Lo Duca & Diego Moccero & Fabio Parlapiano, 2024, "The impact of macroeconomic and monetary policy shocks on the default risk of the euro-area corporate sector," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1460, Jul.
• Diego Solórzano & Lenin Arango-Castillo, 2024, "Price Duration Using Daily Online Data: Time- or State-Dependent?," Working Papers, Banco de México, number 2024-10, Aug.
• Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024, "Should Central Banks Care About Text Mining? A Literature Review," Working papers, Banque de France, number 950.
• Sylvérie Herbert & Klodiana Istrefi & Béatrice Sagna, 2024, "Coordinating the Message: Media Coverage of Fed News and Market Reactions," Working papers, Banque de France, number 983.
• Henri Fraisse & Christophe Hurlin, 2024, "Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle," Débats Economiques et financiers, Banque de France, number 44.
• Luca Alfieri & Diana Gabrielyan, 2024, "The communication reaction function of the European Central Bank. An analysis using topic modelling," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, volume 24, issue 1, pages 58-87.
• Tatjana Dahlhaus & Angelika Welte, 2024, "Payment habits during Covid-19: Evidence from high-frequency transaction data," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
• Efrem Castelnuovo & Kerem Tuzcuoglu & Luis Uzeda, 2024, "Sectoral uncertainty," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
• Ajit Desai & Jacob Sharples & Anneke Kosse, 2024, "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," IFC Bulletins chapters, Bank for International Settlements, in: Bank for International Settlements, "Granular data: new horizons and challenges".
• Byeungchun Kwon & Taejin Park & Fernando Perez-Cruz & Phurichai Rungcharoenkitkul, 2024, "Large language models: a primer for economists," BIS Quarterly Review, Bank for International Settlements, December.
• Ajit Desai & Anneke Kosse & Jacob Sharples, 2024, "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers, Bank for International Settlements, number 1188, May.
• Mauricio Gallardo & María Emma Santos & Pablo Villatoro & Vicky Pizarro, 2024, "Measuring Vulnerability to Multidimensional Poverty in Latin America," Review of Income and Wealth, International Association for Research in Income and Wealth, volume 70, issue 3, pages 661-696, September, DOI: 10.1111/roiw.12654.
• GORSKI Andra-Teodora, 2024, "Innovation And Performance Management: Mapping The Research Landscape Using Bibliometric Analysis," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 1, pages 45-58, March, DOI: 10.56043/reveco-2024-0005.
• GORSKI Andra-Teodora & TOMA Mihai-Alexandru, 2024, "Bibliometric Mapping Of Corporate Social Responsibility Research: Trends And Insights In The Context Of Corporate Sustainability," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 2, pages 60-71, June, DOI: 10.56043/reveco-2024-0016.
• SIDOROV Andrei, 2024, "The Impact Of Announcements On Cryptocurrency Prices," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 76, issue 4, pages 69-94, December, DOI: 10.56043/reveco-2024-0035.
• Simon Jurkatis, 2024, "An approach to cleaning MiFID II corporate bond transaction reports," Bank of England Staff Working Paper series, Bank of England, number 1071, Aug.
• Soseco Thomas & Olivia Susan & Oxley Les, 2024, "An Application of the Dagum Type III Model to Measure Household Net Wealth Inequality in Indonesia," Journal of Econometric Methods, De Gruyter, volume 13, issue 2, pages 281-298, DOI: 10.1515/jem-2022-0026.
• Pesaran, M. H. & Smith, R. P., 2024, "High-Dimensional Forecasting with Known Knowns and Known Unknowns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2406, Feb.
• Vainora, J., 2026, "Asymptotic Theory Under Network Stationarity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2439, Jan.
• Vainora, J., 2024, "Latent Position-Based Modeling of Parameter Heterogeneity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2455, Oct.
• Pesaran, M. H. & Song, H., 2024, "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2464, Oct.
• Linton, O. B. & Rücker, M. & Vogt, M. & Walsh, C., 2024, "Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2467, Nov.
• Ritesh Patel & Anand Kumar Mishra & Muhammad Zubair Chishti & Tejas M. Modi, 2024, "Relationship Between Internet Banking Service Quality, e-Customer Satisfaction, and Loyalty: A Comparative Study of India and Pakistan," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 13, issue 2, pages 213-228.
• Jennifer Bernard & Kelsey Drotning & Katie R. Genadek, 2024, "Where Are Your Parents? Exploring Potential Bias in Administrative Records on Children," Working Papers, Center for Economic Studies, U.S. Census Bureau, number 24-18, Mar.
• Thiemo Fetzer & Callum Shaw & Jacob Edenhofer, 2024, "Informational Boundaries of the State," CESifo Working Paper Series, CESifo, number 10901.
• M. Hashem Pesaran & Ron P. Smith, 2024, "High-Dimensional Forecasting with Known Knowns and Known Unknowns," CESifo Working Paper Series, CESifo, number 10931.
• Laura Battaglia & Timothy Christensen & Stephen Hansen & Szymon Sacher, 2024, "Inference for Regression with Variables Generated from Unstructured Data," CESifo Working Paper Series, CESifo, number 11119.
• Thomas Fackler & Oliver Falck & Moritz Goldbeck & Fabian Hans & Annina Hering, 2024, "The Greener, the Higher: Labor Demand of Automotive Firms during the Green Transformation," CESifo Working Paper Series, CESifo, number 11160.
• M. Hashem Pesaran & Hayun Song, 2024, "Forecasting 2024 US Presidential Election by States Using County Level Data: Too Close to Call," CESifo Working Paper Series, CESifo, number 11415.
• M. Hashem Pesaran & Yimeng Xie, 2024, "How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test," CESifo Working Paper Series, CESifo, number 11470.
• Mariia Okuneva & Philipp Hauber & Kai Carstensen & Jasper Bär, 2024, "Nowcasting German GDP with Text Data," CESifo Working Paper Series, CESifo, number 11587.
• Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024, "Informational Boundaries of the State," CAGE Online Working Paper Series, Competitive Advantage in the Global Economy (CAGE), number 697.
• Matthias R. Fengler & Minh Tri Phan, 2024, "Unveiling Themes in 10-K Disclosures: A New Topic Modeling Perspective," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-106, Oct.
• Francesco Audrino & Jessica Gentner & Simon Stalder, 2024, "Quantifying Uncertainty: A New Era of Measurement through Large Language Models," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 24-68, Aug.
• Francisco Peñaranda & Enrique Sentana, 2024, "Portfolio management with big data," Working Papers, CEMFI, number wp2024_2411, Jun.
• Guberney Muñetón Santa & Carlos Andrés Pérez Aguirre & Juan Rafael Orozco-Arroyave, 2024, "Identificación de la pobreza en Colombia: Comparación entre el índice de pobreza multidimensional y el sistema de identificación de beneficiarios de programas sociales," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 98, issue 3, pages 45-68.
• Juan David Valencia-Beltrán, 2024, "Dynamics of Regional Business Cycles in Colombian Cities: Identification of Growth Rates, Recession Propagation, and Cluster Analysis," Revista de Economía del Rosario, Universidad del Rosario, volume 27, issue 1, pages 1-45, DOI: 10.12804/revistas.urosario.edu.co/e.
• Pavel Vidal & Lya Paola Sierra-Suárez & Julieth Cerón, 2024, "Indicator for the Regional Labor Market Using Machine Learning Techniques: Application to Colombian Cities," Revista de Economía del Rosario, Universidad del Rosario, volume 27, issue 1, pages 1-31, DOI: 10.12804/revistas.urosario.edu.co/e.
• Fetzer, Thiemo & Shaw, Callum & Edenhofer, Jacob, 2024, "Informational Boundaries of the State," CEPR Discussion Papers, Centre for Economic Policy Research, number 18773, Jan.
• Battaglia, Laura & Christensen, Tim & Hansen, Stephen & Sacher, Szymon, 2024, "Inference for Regression with Variables Generated by AI or Machine Learning," CEPR Discussion Papers, Centre for Economic Policy Research, number 19115, May.
• Penaranda, Francisco & Sentana, Enrique, 2024, "Portfolio management with big data," CEPR Discussion Papers, Centre for Economic Policy Research, number 19314, Jul.
• Ash, Elliott & Hansen, Stephen & Muvdi, Yabra, 2024, "Large Language Models in Economics," CEPR Discussion Papers, Centre for Economic Policy Research, number 19479, Sep.
• Ederer, Florian & Goldsmith-Pinkham, Paul & Jensen, Kyle, 2024, "Anonymity and Identity Online," CEPR Discussion Papers, Centre for Economic Policy Research, number 19571, Oct.
• Garrón Vedia, Ignacio & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2024, "International vulnerability of inflation," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 44814, Nov.
• Filippou, Ilias & Taylor, Mark P. & Wang, Zigan, 2024, "Media Sentiment and Currency Reversals," Journal of Financial and Quantitative Analysis, Cambridge University Press, volume 59, issue 3, pages 1401-1429, May.
• Pesaran, M. Hashem & Smith, Ron P., 2024, "High-Dimensional Forecasting With Known Knowns And Known Unknowns," National Institute Economic Review, National Institute of Economic and Social Research, volume 267, issue , pages 1-25, February.
• Jin Seo Cho & Peter C. B. Phillips, 2024, "GMM Estimation with Brownian Kernels Applied to Income Inequality Measurement," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2411, Oct.
• Richard Schnorrenberger & Aishameriane Schmidt & Guilherme Valle Moura, 2024, "Harnessing Machine Learning for Real-Time Inflation Nowcasting," Working Papers, DNB, number 806, Mar.
• Lo Duca, Marco & Moccero, Diego & Parlapiano, Fabio, 2024, "The impact of macroeconomic and monetary policy shocks on credit risk in the euro area corporate sector," Working Paper Series, European Central Bank, number 2897, Jan.
• Allayioti, Anastasia & Venditti, Fabrizio, 2024, "The role of comovement and time-varying dynamics in forecasting commodity prices," Working Paper Series, European Central Bank, number 2901, Feb.
• Beck, Günter W. & Carstensen, Kai & Menz, Jan-Oliver & Schnorrenberger, Richard & Wieland, Elisabeth, 2024, "Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany," Working Paper Series, European Central Bank, number 2930, Apr.
• Audoly, Richard & Paz-Pardo, Gonzalo & McGee, Rory & Ocampo, Sergio, 2024, "The life-cycle dynamics of wealth mobility," Working Paper Series, European Central Bank, number 2976, Aug.
• Linzenich, Jan & Meunier, Baptiste, 2024, "Nowcasting Made Easier: a toolbox for economists," Working Paper Series, European Central Bank, number 3004, Dec.
• Restu Arisanti & Suci Purnamawati & Agus Muslim, 2024, "Determinants of Greenhouse Gas Emissions in the Transportation Sector in Indonesia: Official Statistics and Big Data Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 86-97, January.
• Farrukh Nawaz Kayani & Ismat Nasim & Khalil Abu Saleem, 2024, "Analyzing the Impact of Governance, Environment and Trade on Inward FDI: A Case of Cambodia, Thailand and Vietnam from ASEAN," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 523-534, March.
• Trapati Narwaria & Rajiv Dwivedi & Anil Vashisht & Apoorva Mishra & Pratiksha Saxena & Vivek Gupta & Abhishek Singhal & Sandeep Raghuwanshi, 2024, "A Bibliometric Analysis of Employee Turnover Intention among IT Sector Employees," International Review of Management and Marketing, Econjournals, volume 14, issue 6, pages 355-363, October.
• Klieber, Karin, 2024, "Non-linear dimension reduction in factor-augmented vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104800.
• Ismail, I. & Stam, P.J.A. & Portrait, F.R.M. & van Witteloostuijn, A. & Koolman, X., 2024, "Addressing unanticipated interactions in risk equalization: A machine learning approach to modeling medical expenditure risk," Economic Modelling, Elsevier, volume 130, issue C, DOI: 10.1016/j.econmod.2023.106564.
• Delogu, Marco & Lagravinese, Raffaele & Paolini, Dimitri & Resce, Giuliano, 2024, "Predicting dropout from higher education: Evidence from Italy," Economic Modelling, Elsevier, volume 130, issue C, DOI: 10.1016/j.econmod.2023.106583.
• Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024, "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102241.
• Hadji-Lazaro, Paul & Salin, Mathilde & Svartzman, Romain & Espagne, Etienne & Gauthey, Julien & Berger, Joshua & Calas, Julien & Godin, Antoine & Vallier, Antoine, 2024, "Biodiversity loss and financial stability as a new frontier for central banks: An exploration for France," Ecological Economics, Elsevier, volume 223, issue C, DOI: 10.1016/j.ecolecon.2024.108246.
• Dubbert, Tore & Kempa, Bernd, 2024, "Nowcasting the output gap with shadow rates," Economics Letters, Elsevier, volume 236, issue C, DOI: 10.1016/j.econlet.2024.111583.
• Ballinari, Daniele, 2024, "Calibrating doubly-robust estimators with unbalanced treatment assignment," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111838.
• Kunaschk, Max, 2024, "Enriching administrative data using survey data and machine learning techniques," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111924.
• Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024, "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105602.
• Bai, Jushan & Duan, Jiangtao & Han, Xu, 2024, "The likelihood ratio test for structural changes in factor models," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105631.
• Reuvers, Hanno & Wijler, Etienne, 2024, "Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.105520.
• Chang, Jinyuan & Hu, Qiao & Liu, Cheng & Tang, Cheng Yong, 2024, "Optimal covariance matrix estimation for high-dimensional noise in high-frequency data," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.06.010.
• Fan, Qingliang & Wu, Ruike & Yang, Yanrong & Zhong, Wei, 2024, "Time-varying minimum variance portfolio," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.08.007.
• Chang, Jinyuan & Chen, Cheng & Qiao, Xinghao & Yao, Qiwei, 2024, "An autocovariance-based learning framework for high-dimensional functional time series," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.01.007.
• Wan, Runzhe & Li, Yingying & Lu, Wenbin & Song, Rui, 2024, "Mining the factor zoo: Estimation of latent factor models with sufficient proxies," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.08.013.
• Chen, Dachuan & Mykland, Per A. & Zhang, Lan, 2024, "Realized regression with asynchronous and noisy high frequency and high dimensional data," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.02.015.
• Choi, Jungjun & Kwon, Hyukjun & Liao, Yuan, 2024, "Inference for low-rank completion without sample splitting with application to treatment effect estimation," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105682.
• Loaiza-Maya, Rubén & Nibbering, Didier & Zhu, Dan, 2024, "Hybrid unadjusted Langevin methods for high-dimensional latent variable models," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105741.
• Urga, Giovanni & Wang, Fa, 2024, "Estimation and inference for high dimensional factor model with regime switching," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105752.
• Mei, Ziwei & Shi, Zhentao, 2024, "On LASSO for high dimensional predictive regression," Journal of Econometrics, Elsevier, volume 242, issue 2, DOI: 10.1016/j.jeconom.2024.105809.
• Hou, Chenghan, 2024, "Large Bayesian SVARs with linear restrictions," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105850.
• Duan, Junting & Pelger, Markus & Xiong, Ruoxuan, 2024, "Target PCA: Transfer learning large dimensional panel data," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2023.105521.
• Bai, Jushan & Duan, Jiangtao & Han, Xu, 2024, "Reprint of: The likelihood ratio test for structural changes in factor models," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105745.
• Chudik, Alexander & Pesaran, M. Hashem & Sharifvaghefi, Mahrad, 2024, "Variable selection in high dimensional linear regressions with parameter instability," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105900.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
• Montorsi, Carlotta & Fusco, Alessio & Van Kerm, Philippe & Bordas, Stéphane P.A., 2024, "Predicting depression in old age: Combining life course data with machine learning," Economics & Human Biology, Elsevier, volume 52, issue C, DOI: 10.1016/j.ehb.2023.101331.
• Sun, Chuanping, 2024, "Factor correlation and the cross section of asset returns: A correlation-robust machine learning approach," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101497.
• Trimborn, Simon & Peng, Hanqiu & Chen, Ying, 2024, "Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101529.
• Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe & Zhou, Xuewei & Wang, Ren, 2024, "A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107851.
• Yang, Kun & Sun, Yuying & Hong, Yongmiao & Wang, Shouyang, 2024, "Forecasting interval carbon price through a multi-scale interval-valued decomposition ensemble approach," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107952.
• Hwang, Sam Il Myoung & Squires, Munir, 2024, "Linked samples and measurement error in historical US census data," Explorations in Economic History, Elsevier, volume 93, issue C, DOI: 10.1016/j.eeh.2024.101579.
• Karim, Sitara & Shafiullah, Muhammad & Naeem, Muhammad Abubakr, 2024, "When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103202.